FEZ Options History — August 2024 In August 2024, FEZ traded between $47.70 and $52.48. ATM implied volatility averaged 24.7%, placing in the 46.3% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 5.6% (HV 20d: 19.0%). Max pain ranged from $48.00 to $52.00. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 21.47.
Notable Days 2024-08-05 : Highest Volume — 1,963 contracts2024-08-12 : Largest IV spike — 81.4% change2024-08-02 : Highest IV Rank — 100.0%2024-08-07 : Largest Expected Move — 8.4%Monthly Statistics Metric Avg Min Max Open Close Price $50.43 $47.70 $52.48 $48.88 $52.44 Max Pain $50.11 $48.00 $52.00 $51.50 $52.00 ATM IV 24.7% 14.6% 40.0% 25.4% 19.6% Expected Move 5.2% 3.9% 8.4% 5.4% 4.0% HV 20d 19.0% 13.5% 20.6% 20.3% 13.5% HV 60d 18.3% 17.6% 18.7% 17.6% 18.4% IV Rank 46.3% 8.5% 100.0% 65.3% 26.3% IV Percentile 79.5% 29.0% 100.0% 95.2% 73.0% Term Structure 1.2% -20.5% 16.2% -4.5% 2.9% VWIV 18.3% 13.2% 33.1% 18.4% 13.2% Skew 25d 4.8% -8.1% 19.1% 12.2% 6.7% Skew 10d 8.9% -6.0% 33.9% 8.9% 9.9% Call IV 25d 27.4% 12.5% 47.7% 31.7% 15.9% Put IV 25d 32.2% 16.4% 61.5% 43.8% 22.6% Bid-Ask Spread % 104.37 84.70 131.50 111.87 92.08 Gamma HHI 0.25 0.18 0.32 0.18 0.28 Net GEX -562.3K -1.9M 1.2M -1.9M 392.1K Net DEX 3.9M -12.9M 22.5M 17.9M -11.0M Net VEX -319.1K -345.3K -281.6K -325.5K -311.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 21.47 0.07 247.60 22.66 35.38 Total Volume 594.273 84 1,963 1,656 582 Total OI 45,721.318 43,229 47,632 43,229 46,250
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-08-01 $48.88 $51.50 25.4% 5.4% 20.3% 65.3% 18.4% 12.2% -4.5% -1.9M 17.9M -325.5K 22.66 111.87 N/A N/A 70 1,586 13,971 29,258 2024-08-02 $48.42 $51.00 35.1% 6.9% 20.0% 100.0% 33.1% 6.7% 2.0% -1.6M 22.5M -324.2K 247.60 110.17 N/A N/A 5 1,238 14,030 30,551 2024-08-05 $47.70 $51.00 40.0% 8.3% 20.4% 100.0% 26.3% 13.9% -4.5% -1.0M 21.1M -345.3K 58.48 121.33 N/A N/A 33 1,930 13,885 30,083 2024-08-06 $47.84 $51.00 37.8% 6.9% 20.2% 92.0% 29.6% 19.1% -2.4% -1.8M 20.4M -327.7K 35.15 118.37 N/A N/A 13 457 13,891 31,361 2024-08-07 $48.11 $48.00 30.8% 8.4% 19.4% 66.7% 20.1% 9.5% 2.2% -1.4M 21.9M -334.4K 0.07 125.02 N/A N/A 147 11 13,888 31,463 2024-08-08 $48.78 $48.00 26.9% 7.4% 20.2% 52.5% 0.0% 5.9% 12.0% -1.5M 19.1M -325.7K 2.13 131.30 N/A N/A 67 143 13,989 31,441 2024-08-09 $48.84 $48.00 20.3% 7.3% 19.1% 29.1% 17.4% 12.0% 13.2% -1.5M 15.7M -334.2K 4.42 131.50 N/A N/A 125 553 14,058 31,565 2024-08-12 $48.66 $48.00 36.9% 5.1% 18.7% 88.8% 21.4% 5.6% -20.5% -1.6M 17.9M -318.1K 3.94 101.18 N/A N/A 324 1,278 14,176 31,142 2024-08-13 $49.41 $48.00 21.0% 5.0% 19.8% 31.4% 20.7% 4.9% -6.2% -1.4M 11.5M -332.7K 22.62 104.15 N/A N/A 13 294 14,521 32,254 2024-08-14 $49.75 $48.00 30.1% 4.7% 19.7% 64.1% 19.7% 3.7% -14.0% -1.2M 9.9M -322.1K 0.31 108.05 N/A N/A 297 92 14,515 32,499 2024-08-15 $50.63 $48.00 24.3% 3.9% 20.6% 43.4% 14.2% -8.1% -10.7% -483.2K -1.3M -314.4K 7.60 99.02 N/A N/A 62 471 14,672 32,484 2024-08-16 $50.98 $49.00 14.8% 3.9% 20.3% 9.3% 13.6% -7.5% 0.8% 1.2M -2.5M -323.6K 3.60 97.84 N/A N/A 297 1,069 14,718 32,914 2024-08-19 $51.64 $50.00 16.1% 3.9% 19.5% 13.6% 13.3% 3.8% 13.2% -44.3K -6.4M -283.4K 0.48 99.63 N/A N/A 162 77 13,604 31,578 2024-08-20 $51.66 $51.00 16.8% 4.3% 19.4% 16.2% 14.7% 4.1% 14.8% 2.1K -6.6M -302.5K 1.77 89.42 N/A N/A 118 209 13,742 31,679 2024-08-21 $52.11 $51.00 14.6% 4.2% 18.7% 8.5% 14.9% 4.1% 7.0% 140.4K -10.1M -281.6K 0.73 96.51 N/A N/A 86 63 13,861 31,866 2024-08-22 $51.69 $51.00 17.4% 4.4% 19.0% 18.4% 14.4% 3.7% 8.3% 23.1K -7.5M -312.2K 1.00 101.29 N/A N/A 52 52 13,893 31,916 2024-08-23 $52.47 $51.50 20.4% 4.0% 19.3% 29.3% 14.3% 1.7% 16.2% 309.1K -12.9M -312.3K 15.28 106.43 N/A N/A 39 596 13,937 31,952 2024-08-26 $52.28 $51.50 23.1% 4.2% 18.9% 39.2% 0.0% 9.4% 0.8% 145.4K -6.9M -341.5K 2.50 87.52 N/A N/A 24 60 13,966 31,988 2024-08-27 $52.48 $51.50 21.7% 4.2% 18.8% 34.1% 15.3% -8.1% 0.4% 355.3K -11.5M -306.5K 0.86 84.70 N/A N/A 49 42 13,990 32,053 2024-08-28 $52.27 $51.50 31.4% 4.2% 18.8% 68.8% 14.8% 0.6% -9.6% 278.2K -4.2M -336.4K 0.50 92.59 N/A N/A 62 31 14,018 32,083 2024-08-29 $52.41 $52.00 18.6% 4.2% 14.3% 22.6% 16.2% 1.7% 5.1% 262.2K -10.8M -305.6K 5.29 86.11 N/A N/A 31 164 14,049 32,115 2024-08-30 $52.44 $52.00 19.6% 4.0% 13.5% 26.3% 13.2% 6.7% 2.9% 392.1K -11.0M -311.0K 35.38 92.08 N/A N/A 16 566 14,058 32,192
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